XOM Options History — August 2022

In August 2022, XOM traded between $87.20 and $100.55. ATM implied volatility averaged 34.0%, placing in the 47.4% IV rank vs the trailing year. The 30-day expected move averaged 9.8%. IV traded below realized volatility by 1.8% (HV 20d: 35.8%). Max pain ranged from $87.50 to $92.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 16 of 23 days. Put/call ratio averaged 0.61.

Notable Days

2022-08-10: Highest Volume — 194,424 contracts
2022-08-30: Largest IV spike — 8.7% change
2022-08-31: Highest IV Rank — 69.7%
2022-08-30: Largest Expected Move — 11.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$93.89	$87.20	$100.55	$94.54	$95.95
Max Pain	$91.13	$87.50	$92.50	$90.00	$92.50
ATM IV	34.0%	30.6%	39.2%	33.8%	39.2%
Expected Move	9.8%	9.0%	11.2%	10.0%	11.1%
HV 20d	35.8%	31.9%	38.1%	35.0%	34.8%
HV 60d	41.0%	40.0%	43.4%	43.2%	41.7%
IV Rank	47.4%	32.6%	69.7%	46.3%	69.7%
IV Percentile	66.2%	43.7%	85.3%	68.3%	85.3%
Term Structure	0.3%	-0.5%	1.4%	-0.3%	0.1%
VWIV	34.8%	31.5%	39.7%	35.4%	39.7%
Skew 25d	4.5%	3.3%	5.9%	3.3%	5.9%
Skew 10d	9.1%	7.1%	11.8%	7.1%	11.7%
Call IV 25d	32.5%	28.8%	37.1%	32.9%	37.1%
Put IV 25d	36.9%	32.6%	43.0%	36.2%	43.0%
Bid-Ask Spread %	2.66	1.74	4.90	3.03	3.43
Gamma HHI	0.11	0.06	0.49	0.11	0.08
Net GEX	70.5M	12.4M	212.1M	79.9M	44.6M
Net DEX	-2.32B	-3.65B	-802.8M	-2.59B	-2.41B
Net VEX	-16.2M	-17.7M	-15.1M	-15.5M	-17.5M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.61	0.39	0.90	0.90	0.64
Total Volume	127,392.739	63,333	194,424	104,204	130,436
Total OI	1,428,892.348	1,314,685	1,570,322	1,340,490	1,467,935

Daily Data (23 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2022-08-01	$94.54	$90.00	33.8%	10.0%	35.0%	46.3%	35.4%	3.3%	-0.3%	79.9M	-2.59B	-15.5M	0.90	3.03	54,760	49,444	771,153	569,337
2022-08-02	$94.45	$90.00	34.1%	10.0%	31.9%	47.6%	35.3%	3.8%	-0.5%	77.8M	-2.56B	-15.3M	0.74	3.35	39,402	29,317	781,024	589,930
2022-08-03	$91.66	$90.00	34.2%	10.0%	33.8%	48.0%	34.8%	4.2%	-0.5%	52.1M	-1.84B	-15.5M	0.63	2.75	78,875	49,916	788,139	599,184
2022-08-04	$87.20	$90.00	36.3%	10.3%	37.6%	57.3%	35.5%	4.7%	-0.5%	12.4M	-802.8M	-15.3M	0.64	2.94	78,483	50,276	790,802	616,271
2022-08-05	$88.77	$87.50	33.7%	9.6%	38.1%	45.7%	33.8%	4.1%	-0.3%	22.8M	-1.16B	-15.4M	0.71	1.74	76,048	54,015	806,107	624,937
2022-08-08	$89.10	$90.00	33.6%	9.7%	37.8%	45.3%	34.5%	4.1%	0.3%	31.4M	-1.28B	-15.3M	0.64	2.07	38,542	24,791	768,673	613,283
2022-08-09	$90.52	$90.00	32.9%	9.7%	37.7%	42.5%	33.8%	3.9%	0.8%	48.3M	-1.64B	-15.1M	0.43	2.35	75,897	32,731	775,979	621,081
2022-08-10	$91.42	$90.00	31.6%	9.1%	37.7%	36.6%	31.5%	3.4%	0.0%	64.1M	-1.87B	-15.2M	0.39	3.15	139,656	54,768	798,329	639,891
2022-08-11	$93.17	$92.50	31.6%	9.2%	36.7%	36.8%	32.0%	4.2%	0.6%	82.6M	-2.17B	-16.1M	0.42	2.09	111,257	46,716	793,464	663,050
2022-08-12	$93.74	$92.50	30.6%	9.0%	36.6%	32.6%	31.6%	3.8%	1.4%	78.9M	-2.37B	-16.1M	0.74	1.83	52,956	39,414	811,703	671,285
2022-08-15	$92.19	$92.50	32.4%	9.3%	37.1%	40.1%	33.0%	5.1%	0.9%	60.3M	-1.86B	-16.2M	0.71	2.02	65,401	46,565	795,086	653,698
2022-08-16	$91.66	$92.50	32.0%	9.2%	35.9%	38.6%	32.3%	4.8%	0.2%	62.7M	-1.76B	-15.9M	0.71	1.94	43,787	30,969	809,832	661,447
2022-08-17	$92.17	$92.50	32.6%	9.3%	35.8%	41.1%	36.4%	4.6%	0.7%	71.2M	-1.92B	-16.3M	0.61	3.21	88,877	54,347	814,537	664,674
2022-08-18	$94.44	$90.00	32.1%	9.2%	35.4%	39.0%	35.9%	4.4%	0.9%	104.8M	-2.75B	-16.5M	0.51	1.78	126,114	63,926	845,172	691,478
2022-08-19	$93.98	$90.00	33.1%	9.4%	35.4%	43.5%	33.5%	4.3%	1.4%	212.1M	-2.62B	-16.3M	0.39	1.85	110,595	42,783	859,957	710,365
2022-08-22	$93.85	$90.00	35.6%	10.1%	33.9%	54.0%	35.1%	5.4%	0.1%	51.1M	-2.20B	-16.6M	0.56	2.27	74,382	41,455	712,483	602,202
2022-08-23	$98.31	$91.00	35.2%	10.0%	37.3%	52.2%	35.3%	4.7%	-0.1%	81.5M	-3.33B	-16.3M	0.51	2.98	128,171	65,484	730,918	619,828
2022-08-24	$98.47	$92.50	34.6%	9.8%	36.4%	49.8%	35.1%	4.7%	0.2%	83.9M	-3.28B	-17.1M	0.70	1.82	70,926	49,373	758,876	646,464
2022-08-25	$98.92	$92.50	33.7%	9.5%	36.3%	45.8%	34.3%	4.4%	-0.0%	96.9M	-3.46B	-16.6M	0.48	3.25	77,533	37,197	770,930	660,138
2022-08-26	$98.10	$92.50	35.1%	10.0%	33.4%	52.1%	35.3%	5.0%	0.4%	72.4M	-3.17B	-17.5M	0.62	3.36	63,735	39,828	784,645	669,088
2022-08-29	$100.55	$92.50	36.0%	10.1%	32.8%	55.8%	36.1%	4.2%	0.6%	78.3M	-3.65B	-17.0M	0.53	3.16	98,989	52,226	756,866	639,409
2022-08-30	$96.30	$92.50	39.1%	11.2%	36.6%	69.3%	38.9%	5.8%	0.3%	51.1M	-2.56B	-17.7M	0.84	4.90	81,534	68,136	784,954	659,920
2022-08-31	$95.95	$92.50	39.2%	11.1%	34.8%	69.7%	39.7%	5.9%	0.1%	44.6M	-2.41B	-17.5M	0.64	3.43	79,362	51,074	790,523	677,412